+106.1%
FAST vs IBKR
+489.2%
-383.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +1.8% | +1.3% | +0.5% | +1.6% |
| 30D | -6.4% | -0.3% | -6.1% | -6.5% |
| 3M | +5.3% | +4.7% | +0.6% | +3.8% |
| 6M | +5.4% | +34.0% | -28.6% | -1.8% |
| YTD | +23.6% | +40.8% | -17.2% | +13.7% |
| 1Y | +4.1% | +45.7% | -41.7% | -5.4% |
| 3Y | +92.4% | +288.4% | -196.0% | +37.9% |
| 5Y | +106.1% | +487.2% | -381.1% | +30.3% |
| All | +106.1% | +489.2% | -383.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IBKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling